Merge pull request #144 from balancer-labs/develop

Merge new SOR to master.

.circleci/config.yml

@@ -2,7 +2,7 @@ version: 2
 jobs:
     build:
         docker:
-            - image: circleci/node:11
+            - image: cimg/node:14.16.1
         working_directory: ~/balancer
         steps:
             - checkout

.eslintignore

@@ -0,0 +1,2 @@
+node_modules
+dist

.eslintrc.js

@@ -0,0 +1,11 @@
+module.exports = {
+  root: true,
+  parser: "@typescript-eslint/parser",
+  plugins: ["@typescript-eslint", "prettier", "mocha-no-only"],
+  extends: ["eslint:recommended", "plugin:@typescript-eslint/recommended"],
+  rules: {
+    "comma-spacing": ["error", {before: false, after: true}],
+    "prettier/prettier": "error",
+    "mocha-no-only/mocha-no-only": ["error"],
+  },
+};

README.md

@@ -31,60 +31,29 @@ There are two types of swap available:
 or  
 **swapExactOut** - i.e. You want to receive exactly 1 BAL and SOR will calculate X amount of ETH you must input.
 
-The SOR will return totalReturn/totalInput as well as a list swaps to achieve the total. Swaps can be through direct pools, i.e. A > POOL1 > B, or via a multihop pool, i.e. A > POOL1 > C > POOL2 > B. The swaps can be executed directly on-chain or with something like the [ExchangeProxy](https://github.com/balancer-labs/balancer-registry/blob/master/contracts/ExchangeProxy.sol).
-
-Example Output:
-
-```js
-// Following is output for 1USDC->WETH swapExactIn
-[
-    swaps,
-    amountOut,
-] = await SOR.getSwaps(....
-
-  console.log(
-      `USDC>WETH, SwapExactIn, 1USDC, Total WETH Return: ${amountOut.toString()}`
-  );
-  // USDC>WETH, SwapExactIn, 1USDC, Total WETH Return: 3090385829490120 - This is the total amount of WETH received for 1USDC
-  console.log(`Swaps: `);
-  console.log(swaps);
-
-  /*
-    This demonstrates a multihop swap going:
-    USDC -> BTC++ via pool 0x75286...
-    Then BTC++ -> WETH via pool 0xd4dbf...
-  */
-  [
-    // Multihop swap
-    [
-      // First sequence in swap
-      {
-        pool: '0x75286e183d923a5f52f52be205e358c5c9101b09',
-        tokenIn: '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48',
-        tokenOut: '0x0327112423f3a68efdf1fcf402f6c5cb9f7c33fd',
-        swapAmount: '1000000',
-        limitReturnAmount: '0',
-        maxPrice: '115792089237316195423570985008687907853269984665640564039457584007913129639935'
-       },
-      // Second sequence in swap
-      {
-        pool: '0xd4dbf96db2fdf8ed40296d8d104b371adf7dee12',
-        tokenIn: '0x0327112423f3a68efdf1fcf402f6c5cb9f7c33fd',
-        tokenOut: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
-        swapAmount: '89403274570637',
-        limitReturnAmount: '0',
-        maxPrice:'115792089237316195423570985008687907853269984665640564039457584007913129639935'
-      }
-    ]
-  ]
-```
+The SOR will return totalReturn/totalInput as well as a list swaps to achieve the total. Swaps can be through direct pools, i.e. A > POOL1 > B, or via a multihop pool, i.e. A > POOL1 > C > POOL2 > B. The swaps are returned in a format that can be directly to the Vault to execute the trade.
 
-The file: [example-swapExactIn.ts](test/testScripts/example-swapExactIn.ts), shows full examples with comments for various swaps.
+The example file `swapExample.ts` in: [./testScripts](test/testScripts/), demonstrates full examples with comments.
 
 To Run:
 
 Create a .env file in root dir with your infura provider key: `INFURA=your_key`
 
 Install dependencies: `$ yarn install`
 
-Run example: `$ ts-node ./test/testScripts/example-swapExactIn.ts`
+Run example: `$ ts-node ./test/testScripts/swapExample.ts`
+
+## Environment Variables
+
+Optional config values can be set in the .env file:
+
+PRICE_ERROR_TOLERANCE - how close we expect prices after swap to be in SOR suggested paths. Defaults 0.00001.
+
+INFINITESIMAL - Infinitesimal is an amount that's used to initialize swap amounts so they are not zero or the path's limit. Defaults 0.000001.
+
+Example:
+
+```
+PRICE_ERROR_TOLERANCE=0.00001
+INFINITESIMAL=0.000001
+```

package.json

@@ -3,12 +3,14 @@
     "version": "1.1.0",
     "license": "GPL-3.0-only",
     "main": "dist/index.js",
+    "module": "dist/index.esm.js",
     "types": "dist/index.d.ts",
     "scripts": {
-        "build": "tsc",
-        "prepublish": "tsc",
-        "test": "nyc mocha -r ts-node/register test/*.spec.ts",
-        "coverage": "nyc report --reporter=text-lcov | coveralls"
+        "build": "rollup -c",
+        "prepack": "yarn build",
+        "test": "TS_NODE_PROJECT='tsconfig.testing.json' nyc mocha -r ts-node/register test/*.spec.ts",
+        "coverage": "nyc report --reporter=text-lcov | coveralls",
+        "lint": "eslint ./src ./test --ext .ts --max-warnings 0"
     },
     "husky": {
         "hooks": {
@@ -24,28 +26,42 @@
     ],
     "devDependencies": {
         "@ethersproject/wallet": "^5.0.7",
+        "@rollup/plugin-commonjs": "^20.0.0",
+        "@rollup/plugin-json": "^4.1.0",
+        "@rollup/plugin-node-resolve": "^13.0.4",
+        "@rollup/plugin-typescript": "^8.2.5",
         "@types/chai": "^4.2.10",
+        "@types/lodash.clonedeep": "^4.5.6",
         "@types/mocha": "^7.0.2",
         "@types/node": "^14.0.20",
+        "@typescript-eslint/eslint-plugin": "^4.29.2",
+        "@typescript-eslint/parser": "^4.29.2",
         "chai": "^4.2.0",
         "coveralls": "^3.0.9",
         "dotenv": "^8.2.0",
+        "eslint": "^7.32.0",
+        "eslint-plugin-mocha-no-only": "^1.1.1",
+        "eslint-plugin-prettier": "^3.4.1",
         "husky": "^4.2.1",
-        "mocha": "^7.1.0",
+        "mocha": "8.2.1",
         "nyc": "^15.0.0",
-        "prettier": "^1.19.1",
+        "perf_hooks": "^0.0.1",
+        "prettier": "^2.3.2",
         "pretty-quick": "^2.0.1",
-        "ts-node": "^8.6.2",
-        "typescript": "^3.8.3"
+        "rollup": "^2.56.3",
+        "rollup-plugin-dts": "^4.0.0",
+        "ts-node": "^10.0.0",
+        "typescript": "^4.3.5"
     },
     "dependencies": {
         "@ethersproject/address": "^5.0.5",
         "@ethersproject/constants": "^5.0.5",
         "@ethersproject/contracts": "^5.0.5",
         "@ethersproject/providers": "5.0.12",
-        "@ethersproject/solidity": "^5.0.5",
-        "@ethersproject/units": "^5.0.6",
-        "bignumber.js": "^9.0.0",
-        "isomorphic-fetch": "^2.2.1"
+        "@georgeroman/balancer-v2-pools": "^0.0.5",
+        "bignumber.js": "^9.0.1",
+        "isomorphic-fetch": "^2.2.1",
+        "lodash.clonedeep": "^4.5.0",
+        "lodash.set": "^4.3.2"
     }
 }

rollup.config.ts

@@ -0,0 +1,35 @@
+import { nodeResolve } from '@rollup/plugin-node-resolve';
+import commonjs from '@rollup/plugin-commonjs';
+import json from '@rollup/plugin-json';
+import typescript from '@rollup/plugin-typescript';
+import dts from 'rollup-plugin-dts';
+
+import pkg from './package.json';
+
+const external = [
+    '@ethersproject/abi',
+    '@ethersproject/abstract-signer',
+    '@ethersproject/address',
+    '@ethersproject/constants',
+    '@ethersproject/contracts',
+    '@ethersproject/providers',
+    'isomorphic-fetch',
+    'bignumber.js',
+];
+
+export default [
+    {
+        input: 'src/index.ts',
+        output: [
+            { file: pkg.main, format: 'cjs', sourcemap: true },
+            { file: pkg.module, format: 'es', sourcemap: true },
+        ],
+        plugins: [nodeResolve(), json(), commonjs(), typescript()],
+        external,
+    },
+    {
+        input: 'src/index.ts',
+        output: [{ file: 'dist/index.d.ts', format: 'es' }],
+        plugins: [dts()],
+    },
+];